有界变量与线性等式约束优化的信赖域内点算法(英文)  

A Scaling Trust Region Interior Point Algorithm for Linear Constrained Optimization Subject to Bounds on Variables

作　　者：顾益明[1] 朱德通[1] 

机构地区：[1]上海师范大学数理信息学院,上海200234

出　　处：《上海师范大学学报（自然科学版）》2003年第3期13-20,共8页Journal of Shanghai Normal University(Natural Sciences)

基　　金：the Science Grant of Shanghai Normal University(DQ17)

摘　　要：提出一种既有界变量又有线性等式约束的非线性优化问题的信赖域内点算法,在合理的条件下所提供的算法不仅具有整体收敛性而且保持局部收敛速率。数值计算结果说明算法的有效性。In this paper we propose a scaling trust region interior point algorithm for linear constrained optimization subject to bounds on variables. The proposed algorithm is globally convergent and locally fast convergent rate even if conditions are reasonable. The results of numerical experiment are reported to show the effectiveness of the proposed algorithm.

关 键 词：信赖域 约束优化 内点 

分 类 号：O221.2[理学—运筹学与控制论]